cholinv

function cholinv(L:RealMatrixLike) -> RealMatrixLike

Inverse of a symmetric positive definite matrix via the Cholesky factorization.

  • L Lower-triangular Cholesky factor LL of the symmetric positive definite matrix S=LL⊤S = LL^\top.

Returns Result S−1=(LL⊤)−1S^{-1} = (LL^\top)^{-1}.